Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375059.0326 | 330997.5876 | 44061.4449 | 145788.1295 | -51536.1005 | 197324.2301 |
Total P&L (%) | 375.059 | 330.9976 | 44.0614 | 145.7881 | -51.5361 | 197.3242 |
Avg Daily Profit (%) | 0.18 | 0.1589 | 0.0212 | 0.0432 | -0.0348 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109677 | -133293 | -42874 | -566696 | -684089 | -155157 |
Profit Factor | 1.3974 | 1.4871 | 1.1667 | 1.0464 | 0.9781 | 1.251 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 57.3585 | 52.2727 | 62.406 | 57.3585 | 52.2727 | 62.406 |
Ratio Avg Win / Avg Loss | 1.0388 | 1.3578 | 0.7028 | 0.7779 | 0.8931 | 0.7536 |
Largest Winning Trade | 131168 | 131168 | 22532 | 265672 | 265672 | 66948 |
Largest Losing Trade | -40915 | -40915 | -26529 | -200240 | -200240 | -117690 |
Avg Bars in Trades | 89 | 158 | 22 | 89 | 158 | 22 |
Avg Bars in Winners | 92 | 182 | 17 | 92 | 182 | 17 |
Avg Bars in Losers | 86 | 131 | 29 | 86 | 131 | 29 |
Bars Traded | 23813 | 20877 | 2936 | 23813 | 20877 | 2936 |
Profit Streak | 53.7327 | 54.316 | 53.7327 | 53.7327 | 54.316 | 53.7327 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429835 | 344571 | -202660 | -302555 | -579703 | -122263 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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